An empirical study on the co-movements among Asian stock markets
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 99 === Via the VAR method this research examines the leading/lagging relationships among five stock markets, i.e., Taiwan, Shanghai , Hong Kong , Japan, Thailand, Singapore. Starting from Jan. 1, 2000 until Jun. 30 , 2010, daily returns of these six markets have been...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77600920086477381764 |